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AMD vs. TJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMD vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMD achieves a 138.87% return, which is significantly higher than TJX's 10.30% return. Over the past 10 years, AMD has outperformed TJX with an annualized return of 60.93%, while TJX has yielded a comparatively lower 17.66% annualized return.


AMD

1D
4.73%
1M
14.83%
YTD
138.87%
6M
142.70%
1Y
331.70%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%

TJX

1D
0.04%
1M
14.92%
YTD
10.30%
6M
8.52%
1Y
36.97%
3Y*
29.32%
5Y*
22.46%
10Y*
17.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD vs. TJX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%
TJX
The TJX Companies, Inc.
10.30%28.73%30.56%19.69%6.73%12.83%12.25%38.76%18.94%3.46%

Correlation

The correlation between AMD and TJX is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1988

0.21

The correlation between AMD and TJX shifts across timeframes, from -0.06 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMD:

$844.09B

TJX:

$188.62B

EPS

AMD:

$3.05

TJX:

$5.15

PE Ratio

AMD:

167.75

TJX:

32.71

PEG Ratio

AMD:

4.48

TJX:

2.06

PS Ratio

AMD:

22.43

TJX:

3.08

PB Ratio

AMD:

13.09

TJX:

5.22

Total Revenue (TTM)

AMD:

$37.45B

TJX:

$61.58B

Gross Profit (TTM)

AMD:

$18.83B

TJX:

$19.36B

EBITDA (TTM)

AMD:

$7.17B

TJX:

$8.31B

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Return for Risk

AMD vs. TJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank

TJX
TJX Risk / Return Rank: 8989
Overall Rank
TJX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TJX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TJX Omega Ratio Rank: 8787
Omega Ratio Rank
TJX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TJX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMD vs. TJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMDTJXDifference
Sharpe ratioReturn per unit of total volatility

+2.95

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.60

1.36

+0.24

Calmar ratioReturn relative to maximum drawdown

12.04

3.41

+8.63

Martin ratioReturn relative to average drawdown

24.74

12.66

+12.08

AMD vs. TJX - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 5.01, which is higher than the TJX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of AMD and TJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMD vs. TJX - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.59%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for AMD and TJX.


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Drawdown Indicators


AMDTJXDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-64.59%

-32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-27.76%

-10.89%

-16.87%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

-11.04%

-51.96%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

-27.68%

-37.77%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

-42.55%

-22.90%

Current Drawdown

Current decline from peak

-5.70%

0.00%

-5.70%

Average Drawdown

Average peak-to-trough decline

-56.65%

-13.07%

-43.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.48%

2.93%

+10.55%

Volatility

AMD vs. TJX - Volatility Comparison

Advanced Micro Devices, Inc. (AMD) has a higher volatility of 22.71% compared to The TJX Companies, Inc. (TJX) at 7.58%. This indicates that AMD's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDTJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.71%

7.58%

+15.13%

Volatility (6M)

Calculated over the trailing 6-month period

50.12%

14.33%

+35.79%

Volatility (1Y)

Calculated over the trailing 1-year period

66.74%

18.00%

+48.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.71%

22.32%

+33.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.99%

26.06%

+30.93%

Dividends

AMD vs. TJX - Dividend Comparison

AMD has not paid dividends to shareholders, while TJX's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
The TJX Companies, Inc.
1.04%1.07%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%

Financials

AMD vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Advanced Micro Devices, Inc. and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20222023202420252026
10.25B
14.32B
(AMD) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

AMD vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Advanced Micro Devices, Inc. and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
52.8%
31.3%
Portfolio components
AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a gross profit of 4.48B and revenue of 14.32B. Therefore, the gross margin over that period was 31.3%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported an operating income of 1.69B and revenue of 14.32B, resulting in an operating margin of 11.8%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a net income of 1.33B and revenue of 14.32B, resulting in a net margin of 9.3%.


Frequently Asked Questions


AMD and TJX have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMD has higher volatility (22.71%) compared to TJX (7.58%). In terms of maximum drawdown, AMD dropped -96.59% vs TJX's -64.59%.

AMD currently has the higher Sharpe Ratio (5.01 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMD and TJX

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